The cinematic essay, even in the guise of documentary, is now a flourishing and popular form, and one that is no longer viewed as purely experimental or avant-garde. Indeed, the waves of international public concern about climate change triggered by Al Gore's essayistic argument in An Inconvenient Truth were palpable. This low-budget “thesis” film caught the popular mood and contributed significantly to public debate in many countries. Sicko and Capitalism—A Love Story exemplify the kind of impact the cinematic essay form is capable of producing. All of these examples either produce or develop existing sites of social contestation and pursue a keenly argued thesis through the unique resources of film. This chapter assesses the extent to which Hong Kong's New Wave cinema from the 1980s onwards can be said to have essayed this hybrid and very contemporary cinematic form, and whether such explorations in form are indeed recognized in Hong Kong cinema discourse.